Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.297190 0.322576 0.349884 0.381574 0.417498 0.457149 0.504488
2024-10-06 0.273352 0.306815 0.344603 0.390821 0.446359 0.511643 0.595241
2024-10-13 0.248549 0.285694 0.329132 0.384365 0.453742 0.539423 0.655578
2024-10-20 0.230024 0.269621 0.317286 0.379922 0.461678 0.567180 0.717888
2024-10-27 0.212913 0.253566 0.303682 0.371375 0.462668 0.585074 0.768319
2024-11-03 0.205793 0.249207 0.304086 0.380432 0.487142 0.636475 0.872406
2024-11-10 0.202473 0.249262 0.309907 0.396837 0.522917 0.707538 1.016921
2024-11-17 0.195058 0.243312 0.307128 0.400864 0.541057 0.754412 1.130897
2024-11-24 0.186191 0.234787 0.300140 0.398124 0.548571 0.785349 1.222928
2024-12-01 0.175266 0.222810 0.287556 0.386155 0.540628 0.790195 1.268743
2024-12-08 0.165575 0.212029 0.276012 0.374839 0.532565 0.793685 1.312247
2024-12-15 0.160627 0.207603 0.273241 0.376487 0.545282 0.833868 1.434719
2024-12-22 0.154091 0.201105 0.267810 0.374801 0.554352 0.872455 1.571333
2024-12-29 0.150584 0.198720 0.268222 0.382245 0.579573 0.944437 1.801299
2025-01-05 0.143574 0.190846 0.259890 0.374870 0.578012 0.964791 1.916929
2025-01-12 0.137696 0.184350 0.253270 0.369779 0.579974 0.992419 2.059486
2025-01-19 0.131397 0.176931 0.244817 0.360985 0.574189 1.003156 2.161032
2025-01-26 0.129455 0.175961 0.246350 0.369252 0.601394 1.088860 2.506593
2025-02-02 0.129133 0.177412 0.251758 0.384637 0.644279 1.218410 3.053486
2025-02-09 0.126361 0.174924 0.250632 0.388240 0.663867 1.297370 3.477498
2025-02-16 0.122507 0.170567 0.246195 0.385442 0.669771 1.343573 3.807210
2025-02-23 0.117218 0.163742 0.237346 0.373881 0.655810 1.336081 3.916227
2025-03-02 0.112353 0.157428 0.229099 0.362980 0.642364 1.328160 4.023429